Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 33.903089 36.712400 39.798167 43.469025 47.757410 52.660928 58.770096
2025-07-20 29.439326 33.060732 37.306837 42.752681 49.709223 58.539694 71.039887
2025-07-27 27.986288 32.289875 37.593012 44.818259 54.780957 68.708431 91.166163
2025-08-03 26.495504 31.171244 37.147430 45.675606 58.183027 77.186232 111.862933
2025-08-10 25.075163 29.939327 36.333720 45.800800 60.413339 84.298715 133.384244
2025-08-17 23.483978 28.318634 34.796616 44.635709 60.389436 87.594459 149.179335
2025-08-24 22.118619 26.886428 33.374820 43.440677 60.067288 90.205578 164.962915
2025-08-31 21.776204 26.810196 33.834336 45.117740 64.766500 103.593937 218.873968
2025-09-07 20.733814 25.682638 32.671524 44.091851 64.516688 106.766073 246.205129
2025-09-14 19.847010 24.721642 31.682504 43.239913 64.440912 110.310847 279.746276
2025-09-21 18.772926 23.439706 30.135625 41.330353 62.096383 107.943145 286.674772
2025-09-28 17.976678 22.523214 29.091883 40.185345 61.104617 108.713213 310.815272
2025-10-05 17.702436 22.458038 29.503862 41.856709 66.656824 130.432172 538.493606
2025-10-12 16.892319 21.573534 28.603890 41.186273 67.367026 139.928910 787.003637
2025-10-19 16.702080 21.590863 29.118347 43.122380 74.367927 175.889988 3241.416187
2025-10-26 16.307584 21.265567 29.039242 43.924790 78.994412 209.804273 NaN
2025-11-02 15.828257 20.776252 28.641537 44.041904 81.938295 241.521855 NaN
2025-11-09 15.188652 20.000974 27.702618 42.951437 81.319899 253.998684 NaN
2025-11-16 14.594833 19.270130 26.794579 41.831594 80.387210 264.441091 NaN
2025-11-23 14.469969 19.274547 27.153416 43.402750 87.906465 354.971095 NaN
2025-11-30 13.973694 18.657996 26.378963 42.441967 87.270064 376.643522 NaN
2025-12-07 13.534215 18.115620 25.706844 41.643327 87.006585 404.625673 NaN
2025-12-14 12.977678 17.364092 24.626298 39.850668 83.053142 381.627320 NaN